mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	12,322	12,305	-17	-0.1%	12,464
High	12,483	12,453	-30	-0.2%	12,654
Low	12,320	12,267	-53	-0.4%	12,412
Close	12,355	12,312	-43	-0.3%	12,544
Range	163	186	23	14.1%	242
ATR	140	144	3	2.3%	0
Volume	80	48	-32	-40.0%	209

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,902	12,793	12,414
R3	12,716	12,607	12,363
R2	12,530	12,530	12,346
R1	12,421	12,421	12,329	12,476
PP	12,344	12,344	12,344	12,371
S1	12,235	12,235	12,295	12,290
S2	12,158	12,158	12,278
S3	11,972	12,049	12,261
S4	11,786	11,863	12,210

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,263	13,145	12,677
R3	13,021	12,903	12,611
R2	12,779	12,779	12,588
R1	12,661	12,661	12,566	12,720
PP	12,537	12,537	12,537	12,566
S1	12,419	12,419	12,522	12,478
S2	12,295	12,295	12,500
S3	12,053	12,177	12,478
S4	11,811	11,935	12,411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,654	12,252	402	3.3%	181	1.5%	15%	False	False	64
10	12,654	12,135	519	4.2%	151	1.2%	34%	False	False	71
20	12,654	11,691	963	7.8%	151	1.2%	64%	False	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,244
2.618	12,940
1.618	12,754
1.000	12,639
0.618	12,568
HIGH	12,453
0.618	12,382
0.500	12,360
0.382	12,338
LOW	12,267
0.618	12,152
1.000	12,081
1.618	11,966
2.618	11,780
4.250	11,477

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	12,360	12,368
PP	12,344	12,349
S1	12,328	12,331

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols